+160.0%
USO vs CP
+24.4%
+135.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -12.1% | +2.8% | -14.9% | -12.5% |
| 30D | +3.1% | +10.2% | -7.1% | +1.6% |
| 3M | +24.9% | +2.4% | +22.5% | +24.2% |
| 6M | +10.8% | +7.7% | +3.1% | +9.1% |
| YTD | +114.6% | +26.0% | +88.6% | +102.6% |
| 1Y | +109.4% | +34.6% | +74.7% | +94.4% |
| 3Y | +98.1% | +26.7% | +71.4% | +81.9% |
| All | +160.0% | +24.4% | +135.6% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling